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Backtesting Arena

Compare 2-5 Strategies

arena_compare_strategies

Which of these strategies performed best on the same data? Run 2–5 strategies against the SAME pair, interval and date range and return per-strategy metrics plus a comparison summary (best by CAGR, best by win-rate, worst by drawdown). Use this when the user asks which of several strategies fits a market — it holds the pair, interval and requested date range fixed, which a series of separate arena_run_backtest calls does not guarantee. What it does NOT equalize is the EVALUATION window: a strategy with a long warmup starts trading later, so compare actual_date_from across the runs and check result.benchmark before ranking by CAGR. For one strategy across many pairs use arena_run_universe_backtest instead. Caveat worth passing on: comparing N strategies and reporting the winner IS multiple testing — the winner’s edge is upward-biased. arena_get_robustness_field puts a counted N on that. Sequential, expect 10–50s. Per-day quota: Pro=20, Power=200. [API Pro tier]

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
pairYesCrypto pair symbol, e.g. BTCUSDT — the same pair for every strategy.
capitalNoStarting capital in quote currency. Default 10000. Affects absolute figures only, not CAGR or win-rate.
date_toNoEnd date, YYYY-MM-DD. Default: today.
filtersNoOptional entry filters (Pro+). Each one only ever REMOVES entries — filters never create trades. Omit for the unfiltered baseline.
intervalYesCandle interval: '1d' daily, '2d'/'3d' multi-day, '1w' weekly, '1M' monthly. Multi-day candles (2d/3d) are anchored to the Unix epoch, so one of n possible alignments is used. Measured on our own corpus, the choice of alignment alone moves CAGR by 6.66 pp on average (max 12.30). Treat differences below that as not distinguishable — 1d/2d/3d behaved as one block in our tests, not a ranking.
date_fromYesStart date, YYYY-MM-DD. Earlier than the pair listing is clamped to the first available candle.
asset_typeYesAsset class. Use 'crypto' unless you are explicitly backtesting a tokenized real-world asset. Note: tokenized stocks/ETFs/gold trade AS crypto pairs (e.g. spybUSDT, qqqbUSDT) — there is no separate stocks/forex backtest surface; non-crypto asset classes were retired.
strategiesYesThe 2–5 strategies to compare, each with optional own params.

Schema Changelog

Changes observed during successful MCP inspections.

  1. Changed1 schema field changed
    • addedInput schema / properties / filters / properties / stochRsiWeekly
      Added value: +{
      +  "description": "Asset-specific weekly Stoch-RSI gate: entries only while the pair's weekly StochRSI(14) sits above its SMA(3). Default false.",
      +  "type": "boolean"
      +}
  2. Changed4 schema fields changed
    • addedInput schema / additionalProperties
      Added value: +false
    • changedInput schema / properties / asset_type / description
      Previous value: -"Asset class. Use 'crypto' unless you are explicitly backtesting a tokenized real-world asset."New value: +"Asset class. Use 'crypto' unless you are explicitly backtesting a tokenized real-world asset. Note: tokenized stocks/ETFs/gold trade AS crypto pairs (e.g. spybUSDT, qqqbUSDT) — there is no separate stocks/forex backtest surface; non-crypto asset classes were retired."
    • removedInput schema / properties / context
      Removed value: -{
      -  "description": "Explain why you are calling this tool and how it fits into the user's overall goal. This parameter is used for analytics and user intent tracking. YOU MUST provide 15-25 words (count carefully). NEVER use first person ('I', 'we', 'you') - maintain third-person perspective. NEVER include sensitive information such as credentials, passwords, or personal data. Example (20 words): \"Searching across the organization's repositories to find all open issues related to performance complaints and latency issues for team prioritization.\"",
      -  "type": "string"
      -}
    • changedInput schema / required
      Previous value: -[
      -  "strategies",
      -  "pair",
      -  "asset_type",
      -  "interval",
      -  "date_from",
      -  "context"
      -]New value: +[
      +  "strategies",
      +  "pair",
      +  "asset_type",
      +  "interval",
      +  "date_from"
      +]
  3. Changed2 schema fields changed
    • changedInput schema / properties / interval / description
      Previous value: -"Candle interval: '1d' daily, '1w' weekly, '1M' monthly."New value: +"Candle interval: '1d' daily, '2d'/'3d' multi-day, '1w' weekly, '1M' monthly. Multi-day candles (2d/3d) are anchored to the Unix epoch, so one of n possible alignments is used. Measured on our own corpus, the choice of alignment alone moves CAGR by 6.66 pp on average (max 12.30). Treat differences below that as not distinguishable — 1d/2d/3d behaved as one block in our tests, not a ranking."
    • changedInput schema / properties / interval / enum
      Previous value: -[
      -  "1d",
      -  "1w",
      -  "1M"
      -]New value: +[
      +  "1d",
      +  "2d",
      +  "3d",
      +  "1w",
      +  "1M"
      +]
  4. Changed15 schema fields changed
    • addedInput schema / properties / asset_type / description
      Added value: +"Asset class. Use 'crypto' unless you are explicitly backtesting a tokenized real-world asset."
    • addedInput schema / properties / capital / description
      Added value: +"Starting capital in quote currency. Default 10000. Affects absolute figures only, not CAGR or win-rate."
    • addedInput schema / properties / date_from / description
      Added value: +"Start date, YYYY-MM-DD. Earlier than the pair listing is clamped to the first available candle."
    • addedInput schema / properties / date_to / description
      Added value: +"End date, YYYY-MM-DD. Default: today."
    • addedInput schema / properties / filters / description
      Added value: +"Optional entry filters (Pro+). Each one only ever REMOVES entries — filters never create trades. Omit for the unfiltered baseline."
    • addedInput schema / properties / filters / properties / altcoinSeasonMode / description
      Added value: +"Altcoin-Season gate. 'conservative' needs a confirmed alt season, 'aggressive' an early one. Default 'off'."
    • addedInput schema / properties / filters / properties / atrMode / description
      Added value: +"ATR volatility regime filter. 'low'/'high' restrict entries to that volatility band, 'expansion' to rising volatility. Default 'off'."
    • addedInput schema / properties / filters / properties / bullmarketStageMode / description
      Added value: +"Bull-market stage gate from the BTC cycle model; rising strictness from 'early' to 'strict'. Default 'off'."
    • changedInput schema / properties / filters / properties / minProfitGuardThreshold / description
      Previous value: -"Per-trade min profit guard (negative cap, e.g. -10)."New value: +"Per-trade min profit guard (negative cap, e.g. -10 = exit once a trade is 10% under water)."
    • changedInput schema / properties / filters / properties / wma200 / description
      Previous value: -"200-week MA filter (BTC-derived)."New value: +"200-week MA filter (BTC-derived): only take entries while BTC trades above its 200-week SMA."
    • addedInput schema / properties / interval / description
      Added value: +"Candle interval: '1d' daily, '1w' weekly, '1M' monthly."
    • addedInput schema / properties / pair / description
      Added value: +"Crypto pair symbol, e.g. BTCUSDT — the same pair for every strategy."
    • addedInput schema / properties / strategies / description
      Added value: +"The 2–5 strategies to compare, each with optional own params."
    • addedInput schema / properties / strategies / items / properties / params / description
      Added value: +"Optional per-strategy parameter overrides; omit for audited defaults."
    • addedInput schema / properties / strategies / items / properties / strategy / description
      Added value: +"Strategy key — use arena_list_strategies."
  5. Changed1 schema field changed
    • changedInput schema / properties / asset_type / enum
      Previous value: -[
      -  "crypto"
      -]New value: +[
      +  "crypto",
      +  "tokenized_equity",
      +  "tokenized_etf",
      +  "commodities"
      +]
  6. Changed1 schema field changed
    • changedInput schema / properties / asset_type / enum
      Previous value: -[
      -  "crypto",
      -  "stock",
      -  "etf",
      -  "commodities",
      -  "forex"
      -]New value: +[
      +  "crypto"
      +]
  7. First observed

TDQS

A4.8/5.0
Behavior5/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

No annotations are provided, so the description carries the full disclosure burden — and meets it thoroughly. It reveals the non-equalized evaluation window (long-warmup strategies start trading later; compare actual_date_from and check result.benchmark before ranking by CAGR), the multiple-testing upward bias of reporting a winner, sequential execution with 10–50s latency, per-day quotas (Pro=20, Power=200), and the Pro-tier API requirement. This is far beyond a generic 'runs a comparison' statement.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness4/5

Is the description appropriately sized, front-loaded, and free of redundancy?

Dense but disciplined — the opening question front-loads the purpose and each subsequent sentence adds a distinct fact: same-data guarantee, sibling differentiation, evaluation-window caveat, multiple-testing caveat, latency, quota, tier. The tail stacks several caveats and operational notes in quick succession, which is slightly heavy, but there is no redundant filler or repetition of the schema.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness5/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

For an 8-parameter tool with no output schema, no annotations, and a family of 75+ siblings, this is remarkably complete: purpose, scoping guarantees, the metric categories returned (best by CAGR, best by win-rate, worst by drawdown), behavioral caveats, latency, quota, tier, and sibling routing all appear. The high-level return shape compensates adequately for the missing output schema.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters4/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema description coverage is 100%, so the baseline is 3. The description adds genuine meaning on top: it establishes the core guarantee that pair, interval and date range are held constant across all strategies, and warns that date_from clamping interacts with warmup so the actual data windows differ across runs. It correctly avoids restating per-parameter docs the schema already covers.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

Opens with a concrete question ('Which of these strategies performed best on the same data?') and states the verb-resource pair: run 2–5 strategies against the same pair/interval/date range and return per-strategy metrics plus a comparison summary. It explicitly distinguishes itself from a series of separate arena_run_backtest calls and from arena_run_universe_backtest (one strategy across many pairs), so an agent can select it correctly without opening the schema.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines5/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

Gives an explicit trigger: 'Use this when the user asks which of several strategies fits a market.' It names the alternative it competes with (a sequence of arena_run_backtest calls) and explains why this tool is superior (it holds pair/interval/date range fixed, which separate runs do not guarantee). It also routes the inverse case to arena_run_universe_backtest and the multiple-testing follow-up to arena_get_robustness_field — full when-to-use and when-not-to-use coverage.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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